Usage

Arguments

a character string specifying the test statistic to be
used. Can be one of "F", "Chisq" or "Cp",
with partial matching allowed, or NULL for no test.

scale

numeric. An estimate of the noise variance
σ^2. If zero this will be estimated from the
largest model considered.

Details

Specifying a single object gives a sequential analysis of variance
table for that fit. That is, the reductions in the residual sum of
squares as each term of the formula is added in turn are given in as
the rows of a table, plus the residual sum of squares.

The table will contain F statistics (and P values) comparing the
mean square for the row to the residual mean square.

If more than one object is specified, the table has a row for the
residual degrees of freedom and sum of squares for each model.
For all but the first model, the change in degrees of freedom and sum
of squares is also given. (This only make statistical sense if the
models are nested.) It is conventional to list the models from
smallest to largest, but this is up to the user.

Optionally the table can include test statistics. Normally the
F statistic is most appropriate, which compares the mean square for a
row to the residual sum of squares for the largest model considered.
If scale is specified chi-squared tests can be used. Mallows'
Cp statistic is the residual sum of squares plus twice the
estimate of sigma^2 times the residual degrees of freedom.

Value

An object of class "anova" inheriting from class "data.frame".

Warning

The comparison between two or more models will only be valid if they
are fitted to the same dataset. This may be a problem if there are
missing values and R's default of na.action = na.omit is used,
and anova.lmlist will detect this with an error.